Hello Daniele,
By using XML we can do it, see the following example sale order import with two lines while install the module.
<record id="sale_order_1" model="sale.order">
<field name="partner_id" ref="base.res_partner_2"/>
<field name="partner_invoice_id" ref="base.res_partner_2"/>
<field name="partner_shipping_id" ref="base.res_partner_2"/>
<field name="user_id" ref="base.user_demo"/>
<field name="pricelist_id" ref="product.list0"/>
<field name="team_id" ref="sales_team.team_sales_department"/>
<field name="date_order" eval="(DateTime.today() - relativedelta(months=1)).strftime('%Y-%m-%d %H:%M')"/>
</record>
<record id="sale_order_line_1" model="sale.order.line">
<field name="order_id" ref="sale_order_1"/>
<field name="name">Laptop E5023</field>
<field name="product_id" ref="product.product_product_25"/>
<field name="product_uom_qty">3</field>
<field name="product_uom" ref="product.product_uom_unit"/>
<field name="price_unit">2950.00</field>
</record>
<record id="sale_order_line_2" model="sale.order.line">
<field name="order_id" ref="sale_order_1"/>
<field name="name">Pen drive, 16GB</field>
<field name="product_id" ref="product.product_product_30"/>
<field name="product_uom_qty">5</field>
<field name="product_uom" ref="product.product_uom_unit"/>
<field name="price_unit">145.00</field>
</record>